CME DataMine Pre-Purchase Information


Open Dates of All Datasets by Exchange

All datasets are available from the listed open date to the present.

Visit the specific dataset pages for more informaiton.



CME

CBOT

NYMEX

COMEX


Electronic

Pit

Electronic

Pit

Electronic

Pit

Electronic

Pit

Market Depth

1/1/2005*


1/11/2008


3/7/2007


3/7/2007


Top of Book - BBO

11/1/2004


1/14/2008


12/1/1999


12/1/1999


Time and Sales

6/26/1992

1/4/1982

11/23/2003

1/2/1995

12/1/1999

12/1/1999

12/1/1999

12/1/1999

End of Day

1/4/1993

1/4/1982

8/28/2000

1/3/1972

6/25/1993

7/1/1986

7/2/1993

1/1/1975

Block Trades


1/26/2008


1/2/2008


10/5/2009


5/30/2009

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AWS IP Ranges

IPs can change at anytime and are not under CME Group control. If you are experiencing firewall issues, it is recommended that you open the entire AWS subnet. For documentation on this process, please visit the following AWS-advertised links:


Sample Files

 

Market Depth 


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MBO FIX


Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals

MBO FIX (MDP 3.0)





  • Futures

Corn

Crude Oil 

E-mini S&P 500

EUR/USD

Eurodollar

Gold 

  • Options
Corn Crude Oil E-mini S&P 500 EUR/USD Eurodollar  

Gold  

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Top of Book

Block Trades

Blocks Reports

CME

CBOT

NYMEX

COMEX





Volume and Open Interest
Volume and Open Interest





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